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OCSL vs. HTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OCSL vs. HTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oaktree Specialty Lending Corporation (OCSL) and Hercules Capital, Inc. (HTGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OCSL achieves a -2.74% return, which is significantly higher than HTGC's -5.31% return. Over the past 10 years, OCSL has underperformed HTGC with an annualized return of 6.54%, while HTGC has yielded a comparatively higher 13.55% annualized return.


OCSL

1D
-0.85%
1M
-4.84%
6M
0.58%
YTD
-2.74%
1Y
-3.03%
3Y*
-6.47%
5Y*
0.48%
10Y*
6.54%
ALL TIME*
3.85%

HTGC

1D
3.01%
1M
5.45%
6M
-3.83%
YTD
-5.31%
1Y
-2.08%
3Y*
10.85%
5Y*
11.05%
10Y*
13.55%
ALL TIME*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.38M$23.62M$24.96M
$5.26M$5.20M$7.41M

OCSL vs. HTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OCSL
Oaktree Specialty Lending Corporation
-2.74%-6.06%-15.15%11.25%3.74%44.99%11.00%38.74%-6.31%-1.09%
HTGC
Hercules Capital, Inc.
-5.31%3.54%33.33%42.91%-10.42%26.50%14.49%39.86%-6.86%1.86%

Correlation

The correlation between OCSL and HTGC is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.63

Correlation (3Y)
Balances recent behavior with more history.

0.62

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (10Y)
Provides a long-term view across more market conditions.

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2008

0.50

The correlation between OCSL and HTGC shifts across timeframes, from 0.50 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

OCSL:

$1.02B

HTGC:

$3.07B

EPS

OCSL:

$1.17

HTGC:

$1.29

PE Ratio

OCSL:

9.94

HTGC:

12.74

PEG Ratio

OCSL:

0.81

HTGC:

0.39

PS Ratio

OCSL:

3.49

HTGC:

5.88

PB Ratio

OCSL:

0.74

HTGC:

1.44

Total Revenue (TTM)

OCSL:

$293.40M

HTGC:

$548.69M

Gross Profit (TTM)

OCSL:

$174.66M

HTGC:

$474.96M

EBITDA (TTM)

OCSL:

$121.85M

HTGC:

$343.23M

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Return for Risk

OCSL vs. HTGC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OCSL
OCSL Risk / Return Rank: 3232
Overall Rank
OCSL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
OCSL Sortino Ratio Rank: 2929
Sortino Ratio Rank
OCSL Omega Ratio Rank: 2929
Omega Ratio Rank
OCSL Calmar Ratio Rank: 3636
Calmar Ratio Rank
OCSL Martin Ratio Rank: 3333
Martin Ratio Rank

HTGC
HTGC Risk / Return Rank: 4141
Overall Rank
HTGC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HTGC Sortino Ratio Rank: 3737
Sortino Ratio Rank
HTGC Omega Ratio Rank: 3737
Omega Ratio Rank
HTGC Calmar Ratio Rank: 4545
Calmar Ratio Rank
HTGC Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OCSL vs. HTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oaktree Specialty Lending Corporation (OCSL) and Hercules Capital, Inc. (HTGC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OCSLHTGCDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

0.98

1.02

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.25

-0.00

-0.25

Martin ratioReturn relative to average drawdown

-0.57

-0.00

-0.57

OCSL vs. HTGC - Sharpe Ratio Comparison

The current OCSL Sharpe Ratio is -0.22, which is lower than the HTGC Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of OCSL and HTGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OCSL vs. HTGC - Drawdown Comparison

The maximum OCSL drawdown since its inception was -59.52%, smaller than the maximum HTGC drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for OCSL and HTGC.


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Drawdown Indicators


OCSLHTGCDifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-68.21%

+8.69%

Max Drawdown (1Y)

Largest decline over 1 year

-19.46%

-24.74%

+5.28%

Max Drawdown (3Y)

Largest decline over 3 years

-34.16%

-27.97%

-6.19%

Max Drawdown (5Y)

Largest decline over 5 years

-34.16%

-36.11%

+1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-57.32%

-57.54%

+0.22%

Current Drawdown

Current decline from peak

-26.50%

-10.47%

-16.03%

Average Drawdown

Average peak-to-trough decline

-16.74%

-10.89%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

11.73%

-3.05%

Volatility

OCSL vs. HTGC - Volatility Comparison

The current volatility for Oaktree Specialty Lending Corporation (OCSL) is 5.79%, while Hercules Capital, Inc. (HTGC) has a volatility of 6.80%. This indicates that OCSL experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCSLHTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

6.80%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

18.18%

20.91%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

22.19%

24.11%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.08%

25.93%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.86%

27.91%

-1.05%

Dividends

OCSL vs. HTGC - Dividend Comparison

OCSL's dividend yield for the trailing twelve months is around 13.26%, less than HTGC's 13.40% yield.


PositionTTM20252024202320222021202020192018201720162015
HTGC
Hercules Capital, Inc.
13.40%9.99%9.56%11.40%13.77%9.76%9.02%9.49%11.40%9.45%8.79%10.17%
OCSL
Oaktree Specialty Lending Corporation
13.26%13.27%14.40%11.12%11.86%7.37%7.27%6.96%8.75%8.38%13.41%10.84%

Financials

OCSL vs. HTGC - Financials Comparison

This section allows you to compare key financial metrics between Oaktree Specialty Lending Corporation and Hercules Capital, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

OCSL vs. HTGC - Profitability Comparison

The chart below illustrates the profitability comparison between Oaktree Specialty Lending Corporation and Hercules Capital, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

OCSL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Oaktree Specialty Lending Corporation reported a gross profit of 0.00 and revenue of 65.25M. Therefore, the gross margin over that period was 0.0%.

HTGC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Hercules Capital, Inc. reported a gross profit of 107.33M and revenue of 125.70M. Therefore, the gross margin over that period was 85.4%.

OCSL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Oaktree Specialty Lending Corporation reported an operating income of 0.00 and revenue of 65.25M, resulting in an operating margin of 0.0%.

HTGC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Hercules Capital, Inc. reported an operating income of 64.60M and revenue of 125.70M, resulting in an operating margin of 51.4%.

OCSL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Oaktree Specialty Lending Corporation reported a net income of 34.37M and revenue of 65.25M, resulting in a net margin of 52.7%.

HTGC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Hercules Capital, Inc. reported a net income of 0.00 and revenue of 125.70M, resulting in a net margin of 0.0%.


Frequently Asked Questions


OCSL and HTGC have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTGC has higher volatility (6.80%) compared to OCSL (5.79%). In terms of maximum drawdown, OCSL dropped -59.52% vs HTGC's -68.21%.

HTGC currently has the higher Sharpe Ratio (-0.00 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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